+830.2%
COHR vs XLV
+31.7%
+798.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -3.6% | +11.9% | +9.7% |
| 30D | -14.1% | -1.8% | -12.3% | -14.0% |
| 3M | -16.0% | +7.8% | -23.8% | -22.0% |
| 6M | +21.5% | +9.1% | +12.4% | +11.3% |
| YTD | +65.4% | +7.7% | +57.7% | +53.2% |
| 1Y | +195.0% | +20.4% | +174.6% | +144.5% |
| 3Y | +830.2% | +30.8% | +799.4% | +561.0% |
| All | +830.2% | +31.7% | +798.4% | +561.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling